Optimal Inflow Control for Transport Equations with Uncertain Velocities and Demand

Abstract: We study optimal inflow control for a linear transport equation subject to uncertainty in both time-dependent downstream demand and transport velocity. The random velocity induces a random travel time and thereby changes the relation between an inflow decision and the demand observed at its arrival time. For a fixed downstream observation window, we derive explicit optimal controls in the continuous-time setting and for piecewise constant controls. We decompose the irreducible stochastic error into contributions from demand and velocity uncertainty and show that the latter admits a bound that is linear in the velocity variance. As a computationally attractive alternative, we analyze a deterministic mean-velocity proxy whose additional performance loss admits a higher-order bound. We also establish Lipschitz stability of the optimal control with respect to perturbations of the velocity law in the Wasserstein distance. Numerical experiments illustrate the analytical results and investigate the proxy strategy for an uncertain nonlocal transport model beyond the linear theory.